Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364763.5179 | 323383.7195 | 41379.7983 | -56589.1114 | 43013.0004 | -99602.1117 |
Total P&L (%) | 364.7635 | 323.3837 | 41.3798 | -56.5891 | 43.013 | -99.6021 |
Avg Daily Profit (%) | 0.1586 | 0.1406 | 0.018 | -0.0363 | 0.0156 | -0.2401 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204298 | -187982 | -181798 | -144849 | -47873 | -188420 |
Profit Factor | 1.4008 | 1.6933 | 1.0933 | 0.8857 | 1.2257 | 0.6727 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 47.3684 | 40.9091 | 53.7313 | 47.3684 | 40.9091 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.5565 | 2.4459 | 0.9414 | 0.9841 | 1.7705 | 0.5793 |
Largest Winning Trade | 245028 | 245028 | 55920 | 49160 | 33022 | 49160 |
Largest Losing Trade | -70929 | -39109 | -70929 | -75766 | -45476 | -75766 |
Avg Bars in Trades | 33 | 41 | 26 | 33 | 41 | 26 |
Avg Bars in Winners | 36 | 40 | 33 | 36 | 40 | 33 |
Avg Bars in Losers | 31 | 42 | 17 | 31 | 42 | 17 |
Bars Traded | 4494 | 2743 | 1751 | 4494 | 2743 | 1751 |
Profit Streak | 69.9321 | 69.9321 | 71.9321 | 69.9321 | 69.9321 | 71.9321 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352298 | -129523 | -405442 | -580070 | -300708 | -695729 |
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{ "first_band": { "type": "t3", "factors": { "length": 37, "offset": 0, "a": 0.9765 } }, "second_band": { "type": "midprice", "factors": { "length": 29, "offset": 0 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4599, "evaluation_days": 2299.5, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1562716800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759832533431, "expiration_time": 1765755504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 37, "offset": 0, "a": 0.9765 } }, "second_band": { "type": "midprice", "factors": { "length": 29, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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